Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879596.0008 | 869049.7258 | 10546.275 | 474523.7674 | 642645.0523 | -168121.2849 |
Total P&L (%) | 879.596 | 869.0497 | 10.5463 | 474.5238 | 642.6451 | -168.1213 |
Avg Daily Profit (%) | 0.4745 | 0.4688 | 0.0057 | 0.0944 | 0.1082 | 0 |
Buy And Hold Return (%) | 102.3121 | 102.3121 | 102.3121 | 102.3121 | 102.3121 | 102.3121 |
Max Trade Drawdown | -118932 | -66482 | -135421 | -1434231 | -793156 | -1051551 |
Profit Factor | 2.5408 | 4.458 | 1.033 | 1.1042 | 1.2875 | 0.9275 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.8873 | 47.2222 | 48.5714 | 47.8873 | 47.2222 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.765 | 4.9825 | 1.0938 | 1.2016 | 1.439 | 0.9821 |
Largest Winning Trade | 602823 | 602823 | 79155 | 625418 | 625418 | 617963 |
Largest Losing Trade | -67400 | -32928 | -67400 | -722464 | -556746 | -722464 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 105 | 86 | 124 | 105 | 86 | 124 |
Avg Bars in Losers | 43 | 55 | 32 | 43 | 55 | 32 |
Bars Traded | 5220 | 2524 | 2696 | 5220 | 2524 | 2696 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76871 | 599420 | -535787 | -266662 | -49643 | -581343 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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